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Question

A baised coin with probability p(0<p<1) of heads is tossed until a head appears for the first time. If the probability that the number of tosses required is even is 25, find 3p.

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Solution

Let X denote the number of tosses required.
Then P(X=r)=(1p)r1p for r=1,2,3,...
Let E denote the event that the number of tosses required is even. Then P(E)=P[(X=2)(X=4)(X=6)...]
=P(X=2)+P(X=4)+P(X=6)+...
=(1p)p+(1p)3p+(1p)5p+....
=p(1p)1(1p)2=p(1p)2pp2=1p2p
As we are given that P(E)=25, we get
5(1p)=2(2p)13p=0
p=133p=1

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